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subject:"Schätzung"
subject:"Share price"
~isPartOf:"Journal of financial econometrics"
~person:"Grønneberg, Steffen"
~person:"Hu, Xueping"
~subject:"Risikomaß"
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Schätzung
Share price
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Estimation theory
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expected shortfall
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expectile regression
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Grønneberg, Steffen
Hu, Xueping
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Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
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2
Single-index expectile models for estimating conditional value at risk and expected shortfall
Jiang, Rong
;
Hu, Xueping
;
Yu, Keming
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10013187986
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